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Automated Trader Search Results for alpha capture
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FlexTRADER EMS smart order router provides full connectivity to Alpha ATS L.P.
FREE ARTICLEDecember 2nd, 2008 - FlexTrade smart order router connected to Alpha Trading Systems in Canada accounts for nearly 20% of executed volume read this
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New NET2S report confirms, one year into MiFID, the best execution battle has truly begun
FREE ARTICLENovember 28th, 2008 - Five new Alternative Trading Venues are now competing for best execution read this
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Industry veterans to contribute to QSG's development of system bridge between portfolio and trading strategy
FREE ARTICLE November 21st, 2008 - George Bodine, Dan Ginsparg and Mike Stritch to join QSG read this
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FX Update: Sterling Rises a Touch on Positive Equities
FREE ARTICLEGBP benefited on slight improvement in risk profile following the rebound in Asian equities. However, European indices are struggling to sustain an upturn, with underlying fundamentals still very negative. One development that could capture the sterlin read this
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RTS "Market Trends" Panel, FIA Chicago, November 2008.
FREE ARTICLEAutomated Trader Publisher, John Howard chairs the RTS "Market Trends" panel at the FIA Chicago with John Lothian and John "Dr. J" Najarian. John Lothian is publisher of the popular "John Lothian Newsletter" and President of The Price Group. John Na read this
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Support for Auto-sector Enshrined in Throne Speech - No Details
FREE ARTICLEThis afternoon's traditional Throne Speech read by the Governor General introduced the new government's priorities with regard to the new session of Canadian parliament. In the speech a brief mention was made of "further support for the a read this
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As the focus turns to risk management, don’t neglect the front office
FREE ARTICLEAll the indicators are pointing to a sharp decline in technology spending in financial markets. That obviously makes maximising the value-add of tech investment an absolute must. Zohar Hod of SuperDerivatives argues that this does not automatically imply read this
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Alpha Trading Considers Competing with TSX
FREE ARTICLEAlpha Trading Systems, an alternate trading platform which had been introduced last week, is planning to add a stock index in direct competition with the S&P/TSX, according to a Globe and Mail newspaper report. No timeline was reported in the newspap read this
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Fidessa expands connectivity in Canada with Alpha ATS
FREE ARTICLENovember 14th, 2008 - Fidessa connects to Alpha ATS L.P. the newly launched Canadian alternative trading system read this
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StreamBase and Vhayu announce shared customer deployment
FREE ARTICLENovember 11th, 2008 - StreamBase and Vhayu partnership results in success for shared customer, RBC Capital Markets read this
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TSX Launches Alpha Trading Today
FREE ARTICLETMX Group, the owner of the 147-year old TSX, is launching the new trading platform Alpha Trading Systems today with 10 stocks. In an effort to maintain its 98% share of the Canadian Market, TMX cut prices and revamped its trading engine last week in the read this
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Kyte Group's Tim Smith talks to AT Publisher John Howard about robustness in alpha capture models
FREE ARTICLE RTS Real Time Systems Algorithmic Trading Seminar, London. October 2008. Tim Smith of Kyte Group talks to Automated Trader's Publisher, John Howard, about the importance of robustness for directional, technical analysis based alpha capture mo read this
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alphability
SUBSCRIBERS ONLYAutomated Trader’s proprietary tradability metrics are environmental statistics intended to assist those building trading models/systems in determining which markets and timeframes are most favourably responsive to which generic types of model. read this
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implementation shortfall algorithm for illiquid stocks
SUBSCRIBERS ONLYScott Bradley, Head of Electronic Client Solutions Sales EMEA and Chris Andrew, Head of Product Development for EMEA, Electronic Client Solutions at J.P. Morgan outline the use of an implementation shortfall algorithm designed for illiquid stocks to a read this
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Building a better autoBRIC
SUBSCRIBERS ONLYAutomated Trader spoke to a range of market participants in Brazil, to gauge the take-up of automated and algorithmic trading in the first of the BRIC economies. read this
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The Shock of the News
SUBSCRIBERS ONLYMachines can read the news now, but can they be trusted to act on it? There’s been a lot of talk about machine-readable news since our Q1 2008 feature*, but does that go any further than adding bells, whistles and meta-tags to the text streaming acr read this
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Metrobank rolls out Thomson Reuters real-time messaging solution
FREE ARTICLENovember 4th, 2008 - Metrobank goes live with Thomson Reuters instant messaging service read this
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Me and My Machine: The Automated Trader Interview
SUBSCRIBERS ONLYMiles Kumaresan, Head of Quantitative Trading at TransMarket Group Ltd, talks to Automated Trader’s Editor, William Essex, about the development of the company’s High Frequency Quantitative Trading Group. read this
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Researching Quantitative Methods from "Quality Money Management" by Andrew Kumiega and Benjamin Van Vliet
FREE ARTICLEAs the competition to produce and quickly deploy profitable trading models continues to increase, many participants are starting to pay more attention to refining their model development process. In the second of three excerpts from their book "Quali read this
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Instinet Canada introduces BrokerShare
FREE ARTICLEOctober 27th, 2008 - Commission Sharing Arrangement program helps clients achieve best execution by “unbundling” research costs from execution fees read this
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A stochastic model for order book dynamics
REGISTERED VIEWERSWe propose a stochastic model for the continuous-time dynamics of a limit order book. The model strikes a balance between two desirable features: it captures key empirical properties of order book dynamics and its analytical tractability allows for fa read this
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Vhayu partners with Alphacet to increase speed and transparency of alpha generation
FREE ARTICLEOctober 16th, 2008 - Integration to provide complete data management solution for quant research read this
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Turquoise selects Corvil for low latency electronic trading
FREE ARTICLEOctober 14th, 2008 - Turquoise deploys CorvilNet to monitor trading systems within its London-based market centre read this
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FFastFill launches new STP service for LME Select
FREE ARTICLEOctober 13th, 2008 - FFastFill launches LME Trade Capture read this
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MILLBURN SELECTS ONETICK FOR FIRM-WIDE TICK DATA MANAGEMENT
FREE ARTICLESeptember 23rd, 2008 - Millburn Ridgefield Corporation selects OneMarketData's OneTick™ platform read this
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Sovereign Bank now live with SIERRA First Order fromGL TRADE Capital Markets Solutions
FREE ARTICLESeptember 18th, 2008 - SIERRA First Order helps Sovereign Bank to automate transaction workflow, streamline operations read this
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Charles Skelton to take over as Kx CTO
FREE ARTICLESeptember 18th, 2008 – Kx Systems announces that financial industry veteran, Charles Skelton, will take up the position of CTO read this
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Asarco sign up for Brady's commercial, trading and risk solution
FREE ARTICLESeptember 17th, 2008 - ASARCO chooses Brady as its new commercial, trading and risk management technology provider read this
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Correlix Ltd. Raises Additional $8 Million in Financing Round Led by Sequoia Capital
FREE ARTICLESeptember 3rd, 2008 - Correlix announces the closing of an $8 million Series B financing round led by Sequoia Capital read this
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QuantHouse announces sub-millisecond access to Liffe
FREE ARTICLE August 26th, 2008 - QuantHouse announces sub-millisecond access to Liffe through the latest 100Mbps connectivity leveraging co-location within the exchange read this
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Corvil unveils latest version of its latency management system for high performance electronic trading networks
FREE ARTICLEAugust 20th, 2008 - CorvilNet 5.0 introduces new technology - Service Channels – for segment by segment latency analytics and application level SLA compliance reporting with microsecond granularity read this
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Marketcetera Brings Fully Integrated Real-Time Equity Data from ACTIV Financial to Open Source Trading Platform
FREE ARTICLEAugust 12th, 2008 - Financial Firms get Direct Access to High Performance Data Feeds from Their Automated Trading Systems read this
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Bloomberg Tradebook launches new smart algorithm
FREE ARTICLEAugust 5th, 2008 - Bloomberg Tradebook releases REACT, a new opportunistic trading strategy for US equity trading. read this
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New equity price list to incentivise liquidity provision and stimulate further growth
FREE ARTICLEAugust 1st, 2008: London Stock Exchange has today outlined its new price list for trading services. read this
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Vhayu appoints new Director of Sales, EMEA to support European market growth
FREE ARTICLE29th July, 2008 - Vhayu, announces the appointment of Tim King to the position of Director of Sales for Europe, Middle East and Africa (EMEA) read this
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Automated Trader’s proprietary tradability metrics
SUBSCRIBERS ONLYAutomated Trader’s proprietary tradability metrics are environmental statistics intended to assist those building trading models/systems in determining which markets and timeframes are most favourably responsive to which generic types of model. read this
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The fuse is burning
SUBSCRIBERS ONLYAs the momentum of change increases in European equity markets, some obvious similarities with US markets are emerging – but so also are some striking differences. Joe Wald, Managing Director and Co-Founder of EdgeTrade, a Knight Capital Group subsi read this
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Open Source for Auto/Algo?
SUBSCRIBERS ONLYOpen source software has made huge strides in terms of credibility in recent years. So is now the time to consider it for auto/algo trading? Graham Miller, CEO of Marketcetera, definitely thinks so. read this
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Commodities on the menu
SUBSCRIBERS ONLY Hard and soft, edible and not-so-edible commodities have been a hot topic recently. But what substance is there behind the sizzle? Automated Trader has been looking into the current commodity boom, and asking, are these markets ripe for automation, and read this
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A basket of abstractions
SUBSCRIBERS ONLYFirst person in the Q3 issue is South Africa-based subscriber Schalk Myburgh, Business Analyst, Nedbank Equity Capital Markets, who shares his experience of automated and algorithmic trading on the Johannesburg Stock Exchange with editor William Essex. read this
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BEST Direct ProTrader is Now Free, with More Asset Classes and Updated Premium Features
STILL EDITINGJuly 1st, 2008: PFG BEST Direct ProTrader – with sophisticated automation and premium modules – is already a leading platform on the market for trading futures. Recently, it has been upgraded so it can now trade options and forex as well read this
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Aleri signs reseller agreement with Sybase
FREE ARTICLEJune 24th 2008 - Aleri has signed a reseller agreement with Sybase that will provide organizations with an integrated platform that combines historical data and low-latency real-time data. The agreement allows Sybase to resell Aleri's CEP platform i read this
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Charles River Development Releases Charles River IMS Version 8.2
FREE ARTICLEJune 23rd, 2008 - Charles River Development (Charles River), has announced the release of Version 8.2 of the Charles River Investment Management System (Charles River IMS), its front- and middle-office software suite for buy-side firms. Following rigo read this
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SuperDerivatives Introduces Next Generation FX, Meeting Demands of Fast Evolving Derivatives Market
FREE ARTICLE23 June 2008 - SuperDerivatives has launched the next generation of its trading platform for the foreign exchange market. read this
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IDX: Credit Suisse selects Corvil for global low-latency networking deployment
FREE ARTICLECorvilNet Latency Management System Used to Monitor, Analyse and Optimise Credit Suisse Network Infrastructure for Ultra Low-Latency Trading read this
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SIFMA: Volante 3.5 Adds Support for Low-Latency, Event ProcessingAnd Options Symbology Migration
FREE ARTICLE New generation of Volante suite for data management delivers more speed and more processing intelligence read this
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Aleri announces the latest version of Aleri Live OLAP
FREE ARTICLEMay 28th, 2008 - Aleri today announced the latest version of Aleri Live OLAP. Taking CEP one step further, Aleri Live OLAP allows users to interactively analyze multi-dimensional data sets that are live – where the underlying data is continuously updated read this
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QuantHouse completes its global proprietary fiber optic network by selecting Equinix datacenters in Chicago and Frankfurt
FREE ARTICLEMay 27th, 2008 - QuantHouse today announced that they have completed the implementation of their worldwide exchange interconnection infrastructure by selecting Equinix datacenters in Chicago and Frankfurt. read this
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GLG Partners Appoints New Portfolio Manager Warren Touwen
FREE ARTICLEMay 27th, 2008 - GLG Partners, Inc. today announced that Warren Touwen is to join its London office as a Portfolio Manager in July 2008. read this
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Morgan’s Mission
QUALIFIED REGISTRANTS & SUBSCRIBERSAs one of the world’s largest fund managers, JPMorgan Asset Management’s trading operations increasingly resemble those of an agency broker. Daemon Bear, Head of Equity Trading, and Kristian West, Head of Trading Strategy, who recently joined from Barclay read this
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Ready for Take-off?
QUALIFIED REGISTRANTS & SUBSCRIBERSAre today’s order and execution management systems capable of guiding buy-side dealers through an increasingly complex trading environment or will new hybrid solutions emerge? AT asks leading providers to share their views. read this
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The Multi-Venue FX Algo
QUALIFIED REGISTRANTS & SUBSCRIBERSIan Smith, Director, and Cameron Mouat, Head of AES FX Trading, Credit Suisse, provide an example of how execution algorithms capture liquidity across multiple trading venues in the foreign exchange market. read this
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This Issue's Round-up of AT's Proprietary Alphability Metrics
QUALIFIED REGISTRANTS & SUBSCRIBERSAutomated Trader's proprietary tradability metrics are environmental statistics intended to assist those building trading models/systems in determining which markets and timeframes are most favourably responsive to which generic types of model. read this
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Optimising Market Data for Buy-Side Automated Trading
QUALIFIED REGISTRANTS & SUBSCRIBERSThe next generation of buy-side trading models is driving new requirements for market data. Buy-side firms use market data in a variety of different ways and for different purposes, but how – asks Valerie Bannert-Thurner, Managing Director of Skyler Techn read this
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Transition Management: Best Execution through Algorithmic Trading
QUALIFIED REGISTRANTS & SUBSCRIBERSThe ability to restructure investment portfolios with minimal cost, risk or information leakage is a critical skill in today’s competitive fund management industry. Joseph Sidibe, Vice President, Execution Sales Desk, EMEA, Merrill Lynch, explains how use read this
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Do Black Swans Swim in Dark Pools?
QUALIFIED REGISTRANTS & SUBSCRIBERSThe continued rise of dark liquidity and the development of more sophisticated execution algorithms could increase regulatory obligations on brokers and/or exchanges, according to Mary Lou Von Kaenel, Managing Director, Management Consulting, Jordan & J read this
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Wombat Secures Deal with Equiduct for OneTick
FREE ARTICLEMay 14th, 2008 - Wombat closed a significant technology contract that will see OneTick deployed across Equiduct Trading. Börse Berlin Equiduct will soon launch this new trading platform, enabling investment firms to meet MiFID’s best execution requirement read this
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Knight Capital Group Adds European Equities and Foreign Exchange Capabilities to Knight Direct EMS
STILL EDITINGApril 23rd, 2008 - Knight Capital Group, Inc. (Nasdaq: NITE) announced today enhancements to its electronic trading platform, Knight Direct EMS, that give institutional traders the ability to trade European equities and foreign currencies. A broker-neutr read this
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BATS announces Europe CEO, COO
STILL EDITINGApril 16th, 2008 - BATS Trading Inc. named Mark Hemsley Chief Executive of BATS Trading (Europe), and appointed Paul O’Donnell as Chief Operating Officer of the newly formed entity, which is based in London. read this
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UK-Based Prop Desk Selects QuantHouse Ultra Low Latency Market Data Solution Through Reliance Globalcom
STILL EDITINGApril 14th 2008 - Reliance Globalcom Services, Inc., announced that its financial extranet Yipes FinancialConnect! was selected by a London-based Prop Desk to receive QuantFEED, the QuantHouse end-to-end ultra low latency market data solution. The proven read this
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Vhayu incorporates popular open source tools in new quantitative research version of Velocity
FREE ARTICLEApril 14, 2008 - Velocity for Quantitative Research to lower barrier of entry for developing strategies requiring analysis of massive amounts of data read this
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Pragma Expands Quantitative Engineering Group
STILL EDITINGMarch 31st 2008 - Pragma Financial Systems, LLC, a New York-based quantitative financial software provider, today announced the expansion of its quantitative engineering group with the hire of Dr. Eran Fishler as Vice President of Quantitative Engineering read this
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Arbitragis selects QuantFEED, the QuantHouse end-to-end ultra low latency market data feed solution
FREE ARTICLEMarch 25th 2008 - QuantHouse has announced that a continental European arbitrage trading firm, Arbitragis, has selected its QuantFEED ultra low latency market data feed solution. read this
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Chi-X Canada Completes Symbol Migration, Preps Smart Router Rollout
FREE ARTICLEMarch 24th 2008 – Chi-X Canada ATS Limited has announced that all TSX-listed securities, approximately 2,200 stocks, are now available for trading on the system. The symbol migration was completed ahead of schedule after starting with the initial release read this
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The World According to Quants: From Alpha Discovery to Execution
FREE ARTICLEMarch 19th 2008 – A new report from Aite Group, LLC examines quantitative investment strategies, with particular focus on the alpha discovery phase of the quantitative investment life cycle. The report highlights key trends and challenges that quants face read this
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Hard and Fast?
REGISTERED VIEWERSThis is an extended version of the Tech Forum that appeared in the Q1 2008 edition of Automated Trader. It includes an additional interviewee and expanded answers from all interviewees on the latest techniques for hardware and networking infrastructures. read this
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Quantitative Services Group LLC Joins Hudson Street Services
FREE ARTICLEMarch 11th 2008 — Quantitative Services Group LLC has announced that it has entered into an agreement with Goldman, Sachs & Co.'s Hudson Street Services. Under the agreement, Hudson Street Services will introduce QSG's unique set of products and services read this
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CodeStreet adds latency monitoring and auditing tools to Market Data Works
FREE ARTICLECodeStreet has announced that its flagship product Market Data Works now includes latency monitoring and auditing facilities. Market Data Works includes the following latency-specific functions: * Monitor latency between points on the distribution i read this
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Proximity Hosting: Plug’n’Trade or Pay’n’Wait?
FREE ARTICLEProximity and trading application hosting have been some of the fastest growing areas in the evolution of automated and algorithmic trading. Mark Thornberry, Managing Director at RTS Realtime Systems, London, discusses some of the main considerations for read this
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Cream Rising
REGISTERED VIEWERSBlackCat Trading Technologies’ Matthew Breakwell and John Reeve explain their distinctive approach to building a quantitative trading platform and outline their plans for exploiting it. read this
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Hard and Fast?
REGISTERED VIEWERSHardware and networking infrastructures should be the building blocks of any market participant’s algorithmic and automated trading capabilities. AT asks leading providers to share their views on the latest techniques and technologies. read this
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Rising to the Cross-Asset Challenge
REGISTERED VIEWERSHow are automated traders exploiting cross- and multi-asset trading opportunities and how are suppliers supporting increased demand? These topics and more were discussed by our panel at the FIA’s Expo 2007, Chicago. read this
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This Issue's Round-up of AT's Proprietary Alphability Metrics
REGISTERED VIEWERSTrend and Reversal Alphability data for stock index and bond futures and top/bottom five Dow stocks. read this
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Buy Side Flocks to FX
REGISTERED VIEWERSAuto and algo trading techniques are being deployed by a wide range of buy-side firms in the increasingly crowded, but not always transparent, waters of the FX market. Chris Hall reports. read this